English

Construction and implementation of asymptotic expansions for Laguerre-type orthogonal polynomials

Numerical Analysis 2018-01-16 v1 Classical Analysis and ODEs

Abstract

Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval [0,)[0,\infty) with respect to a weight function of the form w(x)=xαeQ(x),Q(x)=k=0mqkxk,α>1,qm>0w(x) = x^{\alpha} e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, \alpha > -1, q_m > 0. The classical Laguerre polynomials correspond to Q(x)=xQ(x)=x. The computation of higher-order terms of the asymptotic expansions of these polynomials for large degree becomes quite complicated, and a full description seems to be lacking in literature. However, this information is implicitly available in the work of Vanlessen, based on a non-linear steepest descent analysis of an associated so-called Riemann--Hilbert problem. We will extend this work and show how to efficiently compute an arbitrary number of higher-order terms in the asymptotic expansions of Laguerre and Laguerre-type polynomials. This effort is similar to the case of Jacobi and Jacobi-type polynomials in a previous paper. We supply an implementation with explicit expansions in four different regions of the complex plane. These expansions can also be extended to Hermite-type weights of the form exp(k=0mqkx2k)\exp(-\sum_{k=0}^m q_k x^{2k}) on (,)(-\infty,\infty), and to general non-polynomial functions Q(x)Q(x) using contour integrals. The expansions may be used, e.g., to compute Gauss-Laguerre quadrature rules in a lower computational complexity than based on the recurrence relation, and with improved accuracy for large degree. They are also of interest in random matrix theory.

Keywords

Cite

@article{arxiv.1612.07578,
  title  = {Construction and implementation of asymptotic expansions for Laguerre-type orthogonal polynomials},
  author = {Daan Huybrechs and Peter Opsomer},
  journal= {arXiv preprint arXiv:1612.07578},
  year   = {2018}
}

Comments

28 pages, 5 figures, 29 references. The article mentioned is arXiv:math/0504604 and the implementation is available on http://nines.cs.kuleuven.be/software/LAGUERRE/